VIX and VSTOX futures, short selling and arbitrage strategies

Appodia, Jacopo (A.A. 2017/2018) VIX and VSTOX futures, short selling and arbitrage strategies. Tesi di Laurea in Equity markets and alternative investments, LUISS Guido Carli, relatore Paolo Vitale, pp. 90. [Master's Degree Thesis]

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Introductory elements. VIX and VSTOX futures premium. Naked short selling. Arbitrage strategies.


Bibliografia: pp. 59-60.

Thesis Type: Master's Degree Thesis
Institution: LUISS Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Outstanding Thesis: Department of Economics and Finance
Chair: Equity markets and alternative investments
Thesis Supervisor: Vitale, Paolo
Thesis Co-Supervisor: Morelli, Marco
Academic Year: 2017/2018
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 11 Apr 2019 10:41
Last Modified: 09 May 2019 09:11


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